Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-27 00:00:00+00:00 0.751833 0.856272 0.976480 1.126595 1.311217 1.533807 1.827105
2024-11-03 00:00:00+00:00 0.668846 0.806185 0.977978 1.213857 1.538056 1.982234 2.664526
2024-11-10 00:00:00+00:00 0.616865 0.778488 0.995116 1.318209 1.810245 2.575099 3.960996
2024-11-17 00:00:00+00:00 0.557361 0.728977 0.971960 1.360021 2.006131 3.135189 5.553705
2024-11-24 00:00:00+00:00 0.505228 0.680628 0.940697 1.381568 2.177750 3.735822 7.720758
2024-12-01 00:00:00+00:00 0.446909 0.614774 0.872033 1.327715 2.203369 4.080554 9.691453
2024-12-08 00:00:00+00:00 0.399745 0.559668 0.811752 1.275673 2.218273 4.419704 12.133607
2024-12-15 00:00:00+00:00 0.377183 0.539733 0.805158 1.318181 2.440515 5.395000 18.645194
2024-12-22 00:00:00+00:00 0.367697 0.539223 0.830780 1.427628 2.856726 7.257808 36.125713
2024-12-29 00:00:00+00:00 0.349673 0.522297 0.824796 1.472385 3.141030 9.036918 67.187741
2025-01-05 00:00:00+00:00 0.330225 0.500726 0.807126 1.488367 3.360225 10.883504 130.661639
2025-01-12 00:00:00+00:00 0.310909 0.477380 0.782934 1.484648 3.525234 12.782849 277.856908
2025-01-19 00:00:00+00:00 0.286627 0.444290 0.738380 1.430899 3.537479 14.118855 605.524155
2025-01-26 00:00:00+00:00 0.275471 0.433836 0.737393 1.483667 3.942650 18.951904 10753.602309
2025-02-02 00:00:00+00:00 0.267737 0.428848 0.746848 1.566611 4.527950 27.763424 NaN
2025-02-09 00:00:00+00:00 0.254825 0.412801 0.730830 1.577872 4.846174 36.225740 NaN
2025-02-16 00:00:00+00:00 0.242023 0.395818 0.710665 1.573212 5.102680 46.454293 NaN
2025-02-23 00:00:00+00:00 0.224834 0.368951 0.665758 1.487182 4.921755 48.447967 NaN
2025-03-02 00:00:00+00:00 0.209857 0.345479 0.626377 1.411330 4.762400 50.705284 NaN
2025-03-09 00:00:00+00:00 0.203574 0.338773 0.624229 1.448811 5.235691 75.548403 NaN
2025-03-16 00:00:00+00:00 0.202235 0.341816 0.644868 1.564442 6.295831 164.116884 NaN
2025-03-23 00:00:00+00:00 0.196736 0.335869 0.643480 1.607908 6.979548 313.095473 NaN
2025-03-30 00:00:00+00:00 0.190032 0.326899 0.633722 1.620355 7.477273 589.362757 NaN